| Metric | 11386574:btcusd:triple_med_gx:lsma120_85 | 11386574:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 27.99% | 208.04% |
| Max Drawdown | -27.6% | -67.18% |
| Sharpe | 0.24 | 0.44 |
| Sortino | 0.37 | 0.64 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 47.14 | 3.27 |
| Outlier Loss Ratio | 3.8 | 3.21 |
| Volatility (ann.) | 8.99% | 26.12% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.27 | 0.57 |
| Skew | 1.25 | 0.2 |
| Kurtosis | 69.5 | 6.53 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.59% | 2.71% |
| Expected Yearly % | 6.36% | 32.48% |
| Kelly Criterion | 1.57% | 4.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.22% |
| Expected Shortfall (cVaR) | -0.77% | -2.22% |
| Year | 11386574:BTCUSD | 11386574:btcusd:triple_med_gx:lsma120_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 18.37 | -0.32 | + |
| 2023 | 155.54 | 18.68 | 0.12 | - |
| 2024 | 121.00 | 7.49 | 0.06 | - |
| 2025 | 27.10 | -15.24 | -0.56 | - |
| Metric | 11386574:btcusd:triple_med_gx:lsma120_85 | 11386574:BTCUSD |
|---|---|---|
| MTD | 0.41% | 10.71% |
| 3M | 3.19% | 41.88% |
| 6M | -14.3% | 22.91% |
| YTD | -15.24% | 27.1% |
| 1Y | -5.19% | 82.29% |
| 3Y (ann.) | 6.34% | 77.48% |
| 5Y (ann.) | 7.41% | 38.53% |
| Metric | 11386574:btcusd:triple_med_gx:lsma120_85 | 11386574:BTCUSD |
|---|---|---|
| Max Drawdown | -27.6% | -67.18% |
| Longest DD Days | 257.0 | 683.0 |
| Avg. Drawdown | -4.09% | -6.7% |
| Avg. Drawdown Days | 51.0 | 34.0 |
| Recovery Factor | 1.01 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -27.60 | 211 |
| 2022-03-30 | 2022-09-09 | -11.27 | 162 |
| 2024-01-05 | 2024-09-18 | -8.44 | 257 |
| 2022-09-11 | 2023-03-17 | -8.27 | 187 |
| 2022-03-09 | 2022-03-27 | -7.81 | 18 |
| 2023-03-18 | 2023-08-08 | -7.35 | 143 |
| 2022-02-08 | 2022-03-09 | -4.64 | 28 |
| 2023-10-10 | 2023-10-16 | -2.91 | 5 |
| 2024-11-12 | 2024-12-16 | -2.69 | 34 |
| 2023-08-09 | 2023-09-27 | -2.67 | 48 |
| Metric | 11386574:btcusd:triple_med_gx:lsma120_85 | 11386574:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.26% | 35.75% |
| Worst Week | -7.85% | -29.64% |
| Best Month | 13.36% | 43.77% |
| Worst Month | -13.31% | -37.12% |
| Best Year | 18.68% | 155.54% |
| Worst Year | -15.24% | -57.08% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 3.02% | 7.96% |
| Avg. Down Week | -2.73% | -4.98% |
| Avg. Up Month | 4.25% | 17.32% |
| Avg. Down Month | -3.86% | -11.5% |
| Win Days % | 49.05% | 51.33% |
| Win Month % | 56.41% | 61.9% |
| Win Week % | 53.33% | 51.63% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |